4 ms·
Would fake trades not be distorting the data you are purchasing from them?
by brokentone 11y ago
Would fake trades not be distorting the data you are purchasing from them?
- bkruse 11y agoFrom what I understand, they used to change volume slightly which they claim wouldn't negatively impact algorithms looking at historical data. Then, however, people were using volume weighted average pricing (VWAP), which would eliminate that change. This is just theory now, but I believe they just add double trades, instead of fake trades are certain prices.